New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New estimators of the Pickands dependence function and a test for extreme-value dependence |
scientific article |
Statements
New estimators of the Pickands dependence function and a test for extreme-value dependence (English)
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8 December 2011
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extreme-value copula
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minimum distance estimation
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Pickands dependence function
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weak convergence
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empirical copula process
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test for extreme-value dependence
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